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SSRNRisk, Credit & Banking

Crisis Prediction for U.S. Regional Banks

Techniques such as clustering, ridge regression, and sequential feature selection can predict U.S. regional banking crises, helping to improve risk-adjusted returns.

Featured in No. 46 on 24 Apr 2024 ·

Released
18 Jan 2024
First featured
No. 46 · 24 Apr 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4800639

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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